Blender Stereoscopy, What glasses
This feature is not officially in Blender yet, but probably the behavior will not change when it is added.

With a regular monitor, only Anaglyph will give you the 3D effect, and for that you would use the typical red-cyan anaglyph glasses.

The other display modes are meant for 3D monitors or projectors, and you would pick the display mode that works for your device. Those devices would come with the appropriate glasses if they are needed.